Ophelia is a lightweight mediaplayer written in Java. The main goal is (and was) to create a very light and fast mediaplayer with the most wanted features. Current compiled version weigh in at about 400kb. Ophelia works on all platforms with JRE 6.
Java is not installed in Puppy by default (it is huge), although it can be installed and runs perfectly fine. If you cannot find java on your system, either you have a bad installation (java not in your path) or it is not there at all (it is usually in /usr/lib/java and has a symlink to /usr/bin/java). There are a number of packages on the forum, so try one out. They ought to create all the necessary symlinks - and it ought to run OK.